DecompositionOperations<TReal, TComplex>.CholeskyEstimateCondition Method

Definition

Namespace: Numerics.NET.LinearAlgebra.Implementation
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3

Overload List

CholeskyEstimateCondition(MatrixTriangle, Int32, Array2D<TReal>, TReal, TReal, Int32)

Estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF.

CholeskyEstimateCondition(MatrixTriangle, Int32, Array2D<TComplex>, TReal, TReal, Int32) Estimates the reciprocal of the condition number of a factored hermitian matrix.
CholeskyEstimateCondition(MatrixTriangle, Int32, ReadOnlySpan2D<TReal>, TReal, TReal, Int32)

Estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF.

CholeskyEstimateCondition(MatrixTriangle, Int32, ReadOnlySpan2D<TComplex>, TReal, TReal, Int32) Estimates the reciprocal of the condition number of a factored hermitian matrix.
CholeskyEstimateCondition(MatrixTriangle, Int32, ReadOnlySpan<TReal>, Int32, TReal, TReal, Int32)

Estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF.

CholeskyEstimateCondition(MatrixTriangle, Int32, ReadOnlySpan<TComplex>, Int32, TReal, TReal, Int32) Estimates the reciprocal of the condition number of a factored hermitian matrix.

CholeskyEstimateCondition(MatrixTriangle, Int32, Array2D<TReal>, TReal, TReal, Int32)

Estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF.

C#
public void CholeskyEstimateCondition(
	MatrixTriangle storedTriangle,
	int n,
	Array2D<TReal> a,
	TReal anorm,
	out TReal rcond,
	out int info
)

Parameters

storedTriangle  MatrixTriangle
            = 'U':  Upper triangle of A is stored;
            = 'L':  Lower triangle of A is stored.
            
n  Int32
            The order of the matrix A.  N >= 0.
            
a  Array2D<TReal>
            A is TReal array, dimension (LDA,N)
            The triangular factor U or L from the Cholesky factorization
            A = UT*U or A = L*LT, as computed by DPOTRF.
            
            The leading dimension of the array A.  LDA >= max(1,N).
            
anorm  TReal
            ANORM is TReal
            The 1-norm (or infinity-norm) of the symmetric matrix A.
            
rcond  TReal
            RCOND is TReal
            The reciprocal of the condition number of the matrix A,
            computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
            estimate of the 1-norm of inv(A) computed in this routine.
            
info  Int32
            = 0:  successful exit
            < 0:  if INFO = -i, the i-th argument had an illegal value
            

Remarks

            An estimate is obtained for norm(inv(A)), and the reciprocal of the
            condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
            

This method corresponds to the LAPACK routine ?POCON.

CholeskyEstimateCondition(MatrixTriangle, Int32, Array2D<TComplex>, TReal, TReal, Int32)

Estimates the reciprocal of the condition number of a factored hermitian matrix.
C#
public void CholeskyEstimateCondition(
	MatrixTriangle storedTriangle,
	int n,
	Array2D<TComplex> a,
	TReal aNorm,
	out TReal rcond,
	out int info
)

Parameters

storedTriangle  MatrixTriangle
A MatrixTriangle value that indicates whether the matrix components are stored in the upper or lower triangular part.
n  Int32
The number of rows and columns of the matrix.
a  Array2D<TComplex>
A complex array that contains the elements of the matrix.
aNorm  TReal
The norm of the matrix.
rcond  TReal
On return, an estimate for the reciprocal of the condition number of the matrix.
info  Int32
On return, indicates error conditions.

CholeskyEstimateCondition(MatrixTriangle, Int32, ReadOnlySpan2D<TReal>, TReal, TReal, Int32)

Estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF.

C#
public void CholeskyEstimateCondition(
	MatrixTriangle storedTriangle,
	int n,
	ReadOnlySpan2D<TReal> a,
	TReal anorm,
	out TReal rcond,
	out int info
)

Parameters

storedTriangle  MatrixTriangle
            = 'U':  Upper triangle of A is stored;
            = 'L':  Lower triangle of A is stored.
            
n  Int32
            The order of the matrix A.  N >= 0.
            
a  ReadOnlySpan2D<TReal>
            A is TReal array, dimension (LDA,N)
            The triangular factor U or L from the Cholesky factorization
            A = UT*U or A = L*LT, as computed by DPOTRF.
            
            The leading dimension of the array A.  LDA >= max(1,N).
            
anorm  TReal
            ANORM is TReal
            The 1-norm (or infinity-norm) of the symmetric matrix A.
            
rcond  TReal
            RCOND is TReal
            The reciprocal of the condition number of the matrix A,
            computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
            estimate of the 1-norm of inv(A) computed in this routine.
            
info  Int32
            = 0:  successful exit
            < 0:  if INFO = -i, the i-th argument had an illegal value
            

Remarks

            An estimate is obtained for norm(inv(A)), and the reciprocal of the
            condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
            

This method corresponds to the LAPACK routine ?POCON.

CholeskyEstimateCondition(MatrixTriangle, Int32, ReadOnlySpan2D<TComplex>, TReal, TReal, Int32)

Estimates the reciprocal of the condition number of a factored hermitian matrix.
C#
public void CholeskyEstimateCondition(
	MatrixTriangle storedTriangle,
	int n,
	ReadOnlySpan2D<TComplex> a,
	TReal aNorm,
	out TReal rcond,
	out int info
)

Parameters

storedTriangle  MatrixTriangle
A MatrixTriangle value that indicates whether the matrix components are stored in the upper or lower triangular part.
n  Int32
The number of rows and columns of the matrix.
a  ReadOnlySpan2D<TComplex>
A complex array that contains the elements of the matrix.
aNorm  TReal
The norm of the matrix.
rcond  TReal
On return, an estimate for the reciprocal of the condition number of the matrix.
info  Int32
On return, indicates error conditions.

CholeskyEstimateCondition(MatrixTriangle, Int32, ReadOnlySpan<TReal>, Int32, TReal, TReal, Int32)

Estimates the reciprocal of the condition number (in the 1-norm) of a real symmetric positive definite matrix using the Cholesky factorization A = UT*U or A = L*LT computed by DPOTRF.

C#
public abstract void CholeskyEstimateCondition(
	MatrixTriangle storedTriangle,
	int n,
	ReadOnlySpan<TReal> a,
	int lda,
	TReal anorm,
	out TReal rcond,
	out int info
)

Parameters

storedTriangle  MatrixTriangle
            = 'U':  Upper triangle of A is stored;
            = 'L':  Lower triangle of A is stored.
            
n  Int32
            The order of the matrix A.  N >= 0.
            
a  ReadOnlySpan<TReal>
            A is TReal array, dimension (LDA,N)
            The triangular factor U or L from the Cholesky factorization
            A = UT*U or A = L*LT, as computed by DPOTRF.
            
lda  Int32
            The leading dimension of the array A.  LDA >= max(1,N).
            
anorm  TReal
            ANORM is TReal
            The 1-norm (or infinity-norm) of the symmetric matrix A.
            
rcond  TReal
            RCOND is TReal
            The reciprocal of the condition number of the matrix A,
            computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
            estimate of the 1-norm of inv(A) computed in this routine.
            
info  Int32
            = 0:  successful exit
            < 0:  if INFO = -i, the i-th argument had an illegal value
            

Remarks

            An estimate is obtained for norm(inv(A)), and the reciprocal of the
            condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
            

This method corresponds to the LAPACK routine ?POCON.

CholeskyEstimateCondition(MatrixTriangle, Int32, ReadOnlySpan<TComplex>, Int32, TReal, TReal, Int32)

Estimates the reciprocal of the condition number of a factored hermitian matrix.
C#
public abstract void CholeskyEstimateCondition(
	MatrixTriangle storedTriangle,
	int n,
	ReadOnlySpan<TComplex> a,
	int lda,
	TReal aNorm,
	out TReal rcond,
	out int info
)

Parameters

storedTriangle  MatrixTriangle
A MatrixTriangle value that indicates whether the matrix components are stored in the upper or lower triangular part.
n  Int32
The number of rows and columns of the matrix.
a  ReadOnlySpan<TComplex>
A complex array that contains the elements of the matrix.
lda  Int32
The leading dimension of the matrix a.
aNorm  TReal
The norm of the matrix.
rcond  TReal
On return, an estimate for the reciprocal of the condition number of the matrix.
info  Int32
On return, indicates error conditions.

See Also